On the robust PCA and Weiszfeld's algorithm
From MaRDI portal
Publication:2019909
DOI10.1007/s00245-019-09566-1zbMath1468.62302arXiv1902.04292OpenAlexW2913810924MaRDI QIDQ2019909
Max Nimmer, Simon Setzer, Sebastian Neumayer, Gabriele Drauschke
Publication date: 22 April 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.04292
Weiszfeld algorithmrobust principal component analysisKurdyka-Lojasiewicz propertyrobust subspace recovery
Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)
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